+14.2%
LMT vs CRL
+80.5%
-66.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -0.2% | -3.5% | +3.3% | 0.0% |
| 30D | -13.1% | -2.1% | -10.9% | -13.0% |
| 3M | -3.9% | +48.0% | -51.8% | -6.5% |
| 6M | -18.3% | +64.7% | -83.0% | -21.0% |
| YTD | +10.3% | +39.5% | -29.2% | +7.5% |
| 1Y | +14.2% | +74.2% | -60.0% | +10.3% |
| All | +14.2% | +80.5% | -66.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling